Everytime I format my PC even after copying my main folder where the custom brushes are stored, the swatches and all the other settings are erased except for my brushes, anyone know if it's possible to backup the color swatches?

Swatches are saved into sai.ssd, but unfortunately this file regenerated every time that SAI running "first time setup".So when you format your PC, SAI will run first time setup and regenerate sai.ssd -> swathes cleared.And there are no way to save swatches to another file.

btw, why you format you PC so often? I don't format my PC for 2 years.